9. Default Output File Path is "c:\3dsmax3\plugins\xskinexp.dle".
So, change the output file path to what you want(if you're using visual studio 6,
you can do this in Project Menu->Settings->Link Tab). But the extension of the
output file shoule be "dle".

10. Build

11. Copy the output file into "(3dsmax folder)\plugins"

Then, run the 3dsmax 4.x. You will notice that "X file" is registered in file types of the Export Dialog.

The zip file viewer built into the Developer Toolbox made use
of the zlib library, as well as the zlibdll source additions.